+526.0%
GLW vs ROST
+300.7%
+225.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +7.7% | +0.3% | +7.5% | +7.8% |
| 30D | -18.8% | +0.5% | -19.3% | -19.0% |
| 3M | -27.7% | -5.2% | -22.5% | -26.6% |
| 6M | -44.4% | +9.8% | -54.3% | -47.4% |
| YTD | +31.3% | +29.4% | +1.9% | +15.6% |
| 1Y | +40.0% | +44.4% | -4.3% | +17.7% |
| 3Y | +339.2% | +95.0% | +244.2% | +219.6% |
| 5Y | +229.2% | +111.9% | +117.3% | +122.9% |
| All | +526.0% | +300.7% | +225.3% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling